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Number of items: 4.


Pacifico, Antonio (2020): Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series. Forthcoming in: Journal of Business and Economic Statistics , Vol. NA, No. Fuzzy Clustering Analysis (2021): pp. 1-43.

Pacifico, Antonio (2020): Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. Forthcoming in: Econometrics , Vol. NA, No. Computational Econometrics and Finance (2021): pp. 1-34.

Pacifico, Antonio (2020): A Two-step System for Hierarchical Bayesian Dynamic Panel Data to deal with Endogeneity Issues, Structural Model Uncertainty, and Causal Relationship. Forthcoming in: The European Journal of Health Economics , Vol. NA, No. Health Economics (2021): pp. 1-30.


Pacifico, Antonio (2021): Semiparametric Forecasting Problem in High Dimensional Dynamic Panel with Correlated Random Effects: A Hierarchical Empirical Bayes Approach. Forthcoming in: Journal of Applied Econometrics , Vol. NA, No. NA : pp. 1-41.

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